% generated by python
\begin{longtable}{@{}lcccccccccc@{}}%
\caption{\captionsummaryreturnsbuckets} \label{tab:summaryreturnsbuckets} \\%
\toprule%
&Mean&Sd&10{-}Pctl&Q1&Q2&Q3&90{-}Pctl&Skew&Kurt&JB\\%
\midrule%
\endfirsthead%
\multicolumn{11}{l}{Table \thetable \ from previous page}\\%
\midrule%
&Mean&Sd&10{-}Pctl&Q1&Q2&Q3&90{-}Pctl&Skew&Kurt&JB\\%
\endhead%
\midrule%
\multicolumn{11}{r}{Continued on Next Page}\\%
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\endfoot%
\multicolumn{11}{r}{Not Continued on Next Page}\\%
\midrule%
\endlastfoot%
\multicolumn{11}{l}{Panel A: Long Term (N=6,933,006)}\\%
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Delta{-}Hedged Return&0.39&797.48&{-}4.27&{-}1.88&{-}0.29&1.46&4.75&1.17&10.48&0.0\\%
Days to Maturity&269.25&185.62&112.0&141.0&200.0&324.0&571.0&1.52&1.35&\\%
Moneyness&1.05&0.44&0.72&0.86&1.0&1.16&1.38&2.56&15.3&\\%
Implied volatility&46.07&23.48&23.56&29.91&40.22&55.86&76.05&1.63&3.84&\\%
Absolute Delta&0.45&0.24&0.13&0.25&0.43&0.63&0.79&0.21&{-}0.92&\\%
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\multicolumn{11}{l}{Panel B: Long Term Atm (N=5,633,672)}\\%
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Delta{-}Hedged Return&0.49&884.66&{-}4.03&{-}1.8&{-}0.27&1.5&4.69&1.05&10.78&0.0\\%
Days to Maturity&273.38&190.14&113.0&141.0&201.0&326.0&597.0&1.5&1.23&\\%
Moneyness&1.04&0.24&0.8&0.9&1.01&1.14&1.29&1.49&5.57&\\%
Implied volatility&45.96&23.22&23.41&29.74&40.17&55.99&76.11&1.54&3.31&\\%
Absolute Delta&0.47&0.19&0.22&0.31&0.46&0.62&0.75&0.2&{-}0.97&\\%
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\multicolumn{11}{l}{Panel C: Long Term Itm Call (N=224,363)}\\%
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Delta{-}Hedged Return&{-}0.0&29.74&{-}1.97&{-}0.89&{-}0.18&0.53&1.68&1.02&31.22&0.0\\%
Days to Maturity&245.15&163.81&110.0&138.0&173.0&295.0&506.0&1.59&1.81&\\%
Moneyness&0.66&0.14&0.47&0.58&0.68&0.77&0.82&{-}0.62&{-}0.02&\\%
Implied volatility&49.19&20.76&28.2&34.87&44.72&58.57&75.72&1.41&2.99&\\%
Absolute Delta&0.91&0.04&0.86&0.88&0.91&0.93&0.96&{-}0.1&{-}0.25&\\%
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\multicolumn{11}{l}{Panel D: Long Term Itm Put (N=159,969)}\\%
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Delta{-}Hedged Return&{-}0.12&1.49&{-}1.18&{-}0.56&{-}0.14&0.28&1.0&0.17&12.76&0.0\\%
Days to Maturity&231.01&148.96&110.0&137.0&172.0&266.0&472.0&1.7&2.45&\\%
Moneyness&1.98&1.86&1.24&1.35&1.57&2.01&2.86&6.39&61.77&\\%
Implied volatility&57.94&39.75&22.49&30.71&46.11&72.72&108.29&1.89&4.69&\\%
Absolute Delta&0.87&0.1&0.76&0.84&0.89&0.94&0.96&{-}2.01&6.01&\\%
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\multicolumn{11}{l}{Panel E: Long Term Otm Call (N=341,037)}\\%
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Delta{-}Hedged Return&0.33&9.91&{-}7.91&{-}3.7&{-}0.46&3.41&9.41&0.95&5.75&0.0\\%
Days to Maturity&249.26&159.35&112.0&141.0&198.0&296.0&505.0&1.53&1.67&\\%
Moneyness&1.62&0.59&1.22&1.3&1.45&1.72&2.18&3.42&17.94&\\%
Implied volatility&41.6&22.07&20.95&26.32&35.54&50.27&70.6&1.63&3.37&\\%
Absolute Delta&0.13&0.06&0.06&0.09&0.12&0.16&0.2&1.67&9.18&\\%
\pagebreak%
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\multicolumn{11}{l}{Panel F: Long Term Otm Put (N=573,965)}\\%
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Delta{-}Hedged Return&{-}0.27&5.76&{-}5.63&{-}3.07&{-}0.91&1.51&5.31&1.72&7.4&0.0\\%
Days to Maturity&260.64&168.7&112.0&141.0&201.0&324.0&536.0&1.46&1.34&\\%
Moneyness&0.66&0.14&0.48&0.58&0.68&0.76&0.82&{-}0.73&0.36&\\%
Implied volatility&45.28&20.3&26.25&31.66&40.29&53.07&70.51&1.76&4.55&\\%
Absolute Delta&0.09&0.04&0.03&0.05&0.09&0.12&0.14&0.21&{-}0.56&\\%
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\multicolumn{11}{l}{Panel G: Short Term (N=5,203,395)}\\%
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Delta{-}Hedged Return&{-}0.26&7.77&{-}4.69&{-}2.11&{-}0.47&0.99&4.03&1.51&11.66&0.0\\%
Days to Maturity&44.48&23.05&17.0&21.0&49.0&52.0&80.0&0.26&{-}1.16&\\%
Moneyness&1.01&0.24&0.84&0.92&1.0&1.07&1.17&2.29&15.22&\\%
Implied volatility&50.33&29.19&23.35&30.73&42.79&61.49&86.4&1.92&5.86&\\%
Absolute Delta&0.48&0.26&0.14&0.26&0.47&0.69&0.84&0.1&{-}1.1&\\%
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\multicolumn{11}{l}{Panel H: Short Term Atm (N=3,972,640)}\\%
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Delta{-}Hedged Return&{-}0.2&5.36&{-}4.52&{-}2.12&{-}0.49&1.14&4.16&1.35&9.73&0.0\\%
Days to Maturity&44.46&22.92&17.0&21.0&49.0&52.0&80.0&0.25&{-}1.14&\\%
Moneyness&1.01&0.1&0.9&0.95&1.0&1.06&1.12&0.84&3.14&\\%
Implied volatility&49.32&27.46&23.01&30.36&42.4&60.75&84.46&1.65&4.06&\\%
Absolute Delta&0.49&0.19&0.23&0.32&0.48&0.65&0.76&0.1&{-}1.13&\\%
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\multicolumn{11}{l}{Panel I: Short Term Itm Call (N=308,902)}\\%
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Delta{-}Hedged Return&0.16&8.4&{-}1.6&{-}0.77&{-}0.23&0.22&1.13&9.61&110.18&0.0\\%
Days to Maturity&41.73&23.23&17.0&19.0&47.0&52.0&79.0&0.43&{-}1.13&\\%
Moneyness&0.82&0.1&0.69&0.77&0.84&0.89&0.92&{-}1.3&2.18&\\%
Implied volatility&53.8&29.74&26.23&33.93&46.28&65.06&90.36&1.93&5.92&\\%
Absolute Delta&0.89&0.04&0.84&0.86&0.89&0.93&0.95&{-}0.13&0.16&\\%
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\multicolumn{11}{l}{Panel J: Short Term Itm Put (N=240,799)}\\%
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Delta{-}Hedged Return&{-}0.54&3.46&{-}1.62&{-}0.8&{-}0.32&0.1&0.77&{-}12.3&205.47&0.0\\%
Days to Maturity&41.31&23.07&17.0&19.0&46.0&52.0&79.0&0.48&{-}1.09&\\%
Moneyness&1.4&0.79&1.09&1.14&1.23&1.41&1.76&5.95&54.28&\\%
Implied volatility&66.32&49.42&24.11&33.79&50.62&81.57&128.13&2.0&4.69&\\%
Absolute Delta&0.89&0.07&0.81&0.85&0.89&0.94&0.96&{-}1.35&4.07&\\%
\pagebreak%
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\multicolumn{11}{l}{Panel K: Short Term Otm Call (N=255,247)}\\%
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Delta{-}Hedged Return&{-}0.47&24.96&{-}8.75&{-}4.36&{-}0.85&2.72&8.44&0.85&5.42&0.0\\%
Days to Maturity&47.35&23.42&17.0&22.0&50.0&77.0&80.0&0.11&{-}1.25&\\%
Moneyness&1.27&0.24&1.09&1.13&1.2&1.32&1.51&2.76&11.49&\\%
Implied volatility&48.39&29.28&22.05&28.63&39.78&58.87&87.27&1.78&4.16&\\%
Absolute Delta&0.12&0.06&0.05&0.08&0.12&0.15&0.17&1.95&16.3&\\%
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\multicolumn{11}{l}{Panel L: Short Term Otm Put (N=425,807)}\\%
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Delta{-}Hedged Return&{-}0.91&6.05&{-}6.86&{-}3.63&{-}1.24&0.95&4.62&1.46&6.98&0.0\\%
Days to Maturity&46.75&23.34&17.0&21.0&50.0&74.0&80.0&0.12&{-}1.22&\\%
Moneyness&0.82&0.1&0.68&0.77&0.84&0.89&0.92&{-}1.25&2.0&\\%
Implied volatility&49.26&26.01&25.33&31.83&42.45&58.73&82.15&1.81&4.62&\\%
Absolute Delta&0.1&0.04&0.04&0.06&0.1&0.13&0.15&{-}0.01&{-}0.74&\\\bottomrule%
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\end{longtable}